Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'780 CHF | 8'030 CHF | 99.38% | 99.38% |
20.11.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'491 CHF | 10'741 CHF | 99.38% | 99.38% |
19.11.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'613 CHF | 10'863 CHF | 94.73% | 94.73% |
18.11.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'182 CHF | 10'432 CHF | 99.31% | 99.31% |
15.11.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'133 CHF | 9'383 CHF | 99.39% | 99.39% |
14.11.2024 | 2.97% | 0.35 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'293 CHF | 8'543 CHF | 99.36% | 99.36% |
13.11.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'411 CHF | 8'661 CHF | 99.39% | 99.39% |
12.11.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'535 CHF | 7'785 CHF | 99.08% | 99.08% |
11.11.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'714 CHF | 7'964 CHF | 99.29% | 99.29% |
08.11.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'761 CHF | 8'011 CHF | 99.39% | 99.39% |